First, before all else fails, let's look at it logically. What led you to this page? Why are you here? Why do you believe you are a therian, rather than a vampire, or some form of Otherkin?
Is it that you've always felt a connection with some type of animal? If so, look specifically at images of that animal. Is there anything that draws your eye, anything that feels right to you? Your theriotype may not be some perfect specimen of health and beauty, and that's okay, normal even.
Try and visualise yourself as a number of species that feel like they could be “right”.
Or, start with anything that sounds fun, if it doesn’t feel right, you will get a strong idea of what direction is wrong for you. Visualise your body becoming the body of that species. Imagine that you live in the environment of that species, try to create the temperature, weather, smells, sights, the feel of the world against your skin/fur/etc. Imagine that your friends, your family, are this species, you are surrounded by your pack mates, flock mates, elven family etc. and you speak to them as this species would, or you are in the society that you imagine them in.
Does it feel natural? Does it feel hard to imagine? Does it feel uncomfortable? Is this body that you imagine, too big, too small, too light, too heavy, too furry, too full of aggressive feelings, too quiet and calm, too alien? How is the body language feeling? Are the ears, eyes, legs, tail in the wrong place? Is the skeleton wrong? Does the voice feel wrong or right? What is missing?
When you are ready, write down all the things you feel about this visualisation, good and bad. Then try another one, remembering the things that feel “wrong” and “right” to guide you. For example, if you tried to visualise being a lizard, and scales feel right but legs feel wrong, try visualising a snake next time. Or, if the water feels right, try water creatures.
Don’t try and visualise being 40 species in a day, you will quickly tire your mind and become confused. Do at most 2 in one day, then have a day or more to rest and work out how you feel about each one. Also, try to work out where you fit in the big groups first (land creature? sky creature? meat eater? vegetarian? biped? quadruped?) before trying to visualise between a lot of species of cats, for example. Start with the big things and work out the small details later, unless you get a sudden “flash” of details that you would like to explore.
Research everything, but more importantly, be yourself. If you can't name your theriotype exactly, it doesn't matter. You are you, and if you behave naturally you are behaving like your theriotype. A lot of people immediately go for wolf, then realise down the line that a wolf theriotype is completely wrong for them, and that's fine. There's no shame in admitting you were mistaken, it's admirable.
If you can't find your theriotype via logic, yet you still have a firm belief you are a therian, look into other means. Guided meditations and visualizations can help you get in touch with yourself more, and even if you don't learn of your theriotype, you might pick up something valuable. In Dyst's M-shift Guide you can find an example of a meditation to practice to allow you to 'find' your theriotype.
Don’t expect to exactly fit any species. Even a physical parrot, wolf, ape, etc. who is raised only by humans will learn a mix of human behaviours and their natural species behaviours. There is a reason that animals raised in captivity usually cannot return to the wild. Remember you spent most of your life being raised as human in human society, and expected and even forced to be human your whole life. It’s quite common for children to be punished if they show too many “strange” behaviours, and if that happened to you, it is natural you will be particularly confused because you learned to think your natural behaviours are “wrong”. If you are not truly human, then that part of you will keep appearing in your life, but it might also be confused by other things. Don’t focus on how “pure” it is or whether you sometimes have “human thoughts”, but, focus on the parts of yourself that you can’t push away no matter how much you try, even if they are mixed with other feelings.
Remember that it’s okay if you don’t know immediately. About any identity, a lot of people take many years to understand it. Even identities that seem like they “should” be very simple, can take a long time to work out. So give yourself some time and don’t push it